Seminars and Colloquia by Series

Conformal Prediction for Time Series

Series
GT-MAP Seminar
Time
Friday, April 26, 2024 - 15:00 for 2 hours
Location
Skiles 005
Speaker
Yao Xie H. Milton Stewart School of Industrial and Systems Engineering at Georgia Tech

We develop a general framework for constructing distribution-free prediction intervals for time series for a given black-box algorithm. Theoretically, we establish asymptotic marginal and conditional coverage guarantees of the prediction intervals while allowing for general temporal dependence and that the interval is asymptotically optimal compared with an oracle.  Methodologically, we introduce computationally efficient algorithms that wrap around ensemble predictors closely related to standard conformal prediction (CP) but do not require data exchangeability. We perform extensive simulation and real-data analyses to demonstrate its effectiveness compared with existing methods. 

 

Related papers: 

 

  • Conformal prediction for multi-dimensional time series by ellipsoidal sets. Chen Xu, Hanyang Jiang, Yao Xie. arXiv:2403.03850. 2024.
 
  • Sequential predictive conformal inference for time series. Chen Xu, Yao Xie. ICML 2023. 
 
  • Conformal prediction for time-series.
 Chen Xu, Yao Xie. 
IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI), 2023.
 
  • Conformal prediction set for time-series. Chen Xu, Yao Xie. ICML Workshop on Distribution-Free Uncertainty Quantification, 2022.
 
  • Conformal anomaly detection on spatio-temporal observations with missing data. Chen Xu and Yao Xie. ICML Workshop on Distribution-free Uncertainty Quantification (DFUQ). 2021.
 
  • Conformal prediction interval for dynamic time-series. Chen Xu, Yao Xie. ICML 2021 (Long Talk).

Max-sliced Wasserstein distances

Series
Stochastics Seminar
Time
Thursday, April 25, 2024 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
March BoedihardjoMichigan State University

I will give essentially matching upper and lower bounds for the expected max-sliced 1-Wasserstein distance between a probability measure on a separable Hilbert space and its empirical distribution from n samples. A version of this result for Banach spaces will also be presented. From this, we will derive an upper bound for the expected max-sliced 2-Wasserstein distance between a symmetric probability measure on a Euclidean space and its symmetrized empirical distribution.

Twist positivity, Lorenz knots, and concordance

Series
Geometry Topology Seminar
Time
Monday, April 22, 2024 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Siddhi KrishnaColumbia

There are lots of ways to measure the complexity of a knot. Some come from knot diagrams, and others come from topological or geometric quantities extracted from some auxiliary space. In this talk, I’ll describe a geometry property, which we call “twist positivity”, that often puts strong restrictions on how the braid and bridge index are related. I’ll describe some old and new results about twist positivity, as well as some new applications towards knot concordance. In particular, I’ll describe how using a suite of numerical knot invariants (including the braid index) in tandem allows one to prove that there are infinitely many positive braid knots which all represent distinct smooth concordance classes. This confirms a prediction of the slice-ribbon conjecture. Everything I’ll discuss is joint work with Hugh Morton. I will assume very little background about knot invariants for this talk – all are welcome!

TBD by Benjamin Lovitz

Series
Algebra Seminar
Time
Monday, April 22, 2024 - 13:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Benjamin LovitzNortheastern University

Branching Brownian motion and the road-field model

Series
Stochastics Seminar
Time
Thursday, April 18, 2024 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Nick CookDuke University

The Fisher-KPP equation was introduced in 1937 to model the spread of an advantageous gene through a spatially distributed population. Remarkably precise information on the traveling front has been obtained via a connection with branching Brownian motion, beginning with works of McKean and Bramson in the 70s. I will discuss an extension of this probabilistic approach to the Road-Field Model: a reaction-diffusion PDE system introduced by H. Berestycki et al. to describe enhancement of biological invasions by a line of fast diffusion, such as a river or a road. Based on joint work with Amir Dembo.

 

TBA John Hoffman

Series
Analysis Seminar
Time
Wednesday, April 17, 2024 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
John HoffmanFlorida State University

Conflict-free hypergraph matchings and generalized Ramsey numbers (Emily Heath, Iowa State University)

Series
Graph Theory Seminar
Time
Tuesday, April 16, 2024 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Emily HeathIowa State University

Given graphs G and H and a positive integer q, an (H,q)-coloring of G is an edge-coloring in which each copy of H receives at least q colors. Erdős and Shelah raised the question of determining the minimum number of colors, f(G,H,q), which are required for an (H,q)-coloring of G. Determining f(K_n,K_p,2) for all n and p is equivalent to determining the classical multicolor Ramsey numbers. Recently, Mubayi and Joos introduced the use of a new method for proving upper bounds on these generalized Ramsey numbers; by finding a “conflict-free" matching in an appropriate auxiliary hypergraph, they determined the values of f(K_{n,n},C_4,3) and f(K_n,K_4,5). In this talk, we will show how to generalize their approach to give bounds on the generalized Ramsey numbers for several families of graphs. This is joint work with Deepak Bal, Patrick Bennett, and Shira Zerbib.

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